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Published in Strategy Indices

CLSA is an  institutional brokerage and investment group. The Board and management of CLSA is focused on long-term, sustainable value creation. Governance is reinforced through CLSA’s business principles, corporate governance framework, compliance, risk management, product and technology innovation, client engagement, staff training, diversity and inclusion.

Index provider S&P Dow Jones Indices (S&P DJI) has been selected to be the custom calculation agent for the CLSA GARY Index. This is a smart-beta, rules-based index focussed on “Growth At a Reasonable Yield”, or “GARY”. The index is calculated in three different versions: price, total return and net total return.

The CLSA GARY Index presently contains 65 constituents that derive over 80% of their revenue from the Asia Pacific region (ex-Japan), according to CLSA. Per CLSA’s index methodology, a constituent company must pass through multiple quantitative screens relating to dividend yield, growth, quality and sustainability of yield, to be included in the index. Its dual-focus on dividend yield and earnings growth provides additional filters that exclude stocks with unsustainable dividends.

Key Features and Coverage on RIMES

For this data source, RIMES hosts the CLSA GARY Index and approximately 280 companies. Some of the data items available include:

  • Index items – Branding, Dividend Points in US Dollars, Divisor Factor, Gross Index, Index Family, Index Type, Market Capitalization, Net Dividend Points in US Dollars, Net Index, Number of Constituents, Price Index, Weight Type, etc.
  • Company items – Action Type, Adjusted Price, Adjustment Factor, Announced Date, Announcement ID, Bloomberg Ticker, Cap Range Flag, Cash Amount, Close of Business Date, Closing Market Capitalization, Corporate Action Grouping, Country Description, Currency Code, Current Tax Rate, Cusip Code, Daily Price Return , Daily Total Return , Dividend Per Share , Dow Jones Industry Code, Event Date, Exchange Country, Exchange Rate, File Sequence Number, Franking Rate, Free Float Factor, GICS Code, Gross Adjustment Factor, Growth Factor, Investable Factor, Investable Market Value , Investable Shares , Investable Weight, ISIN Code, Issuance Fee, Last Updated Date, Local Code, Market Value, Net Adjustment Factor, Net Investible Weight, Net Return, Opening Unadjusted Price, Pre & Post Event Investable Shares Outstanding, Price Adjustment, Ratio Held, Ratio Received, Reference Date, Region Flag, Reuters Identification Code (RIC), S&P Company Global Vantage Key, S&P Index Level ID, Sedol Code, Sequence Number, Shares Outstanding, Sharia Flagin Off, Status Flag, Stock Attributes, Ticker, Total Return, Unadjusted Price, Value Factor, Weight in Index, etc.


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